|
Vanguard Short-Term Corporate Bond ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Short-Term Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays Capital US 1-5 Year Corporate Bond Index. |
| Category | Corporate |
| Fund Sponsor | Vanguard Group Inc/The |
| Website | www.vanguard.com |
| Inception date | Nov 19, 2009 |
| Assets (mns) | $34,608 |
| Currency | USD |
| Expense ratio | 4 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | Bank of New York Mellon |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 2455 |
| No of distinct issuers | 843 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 4% /96% |
| Non-standard maturity (callable, etc.) | 79% |
| BANK OF AMERICA CORPO 3.0% 12/20/23 | 0.3 % |
| ORACLE CORPORATION 1.9% 9/15/21 | 0.3 % |
| CVS HEALTH CORPORATIO 3.7% 3/09/23 | 0.3 % |
| GE CAPITAL INTERNATIO 2.3% 11/15/20 | 0.2 % |
| WELLS FARGO & COMPANY 3.1% 1/24/23 | 0.2 % |
| BANK OF AMERICA CORPO 3.3% 1/11/23 | 0.2 % |
| GOLDMAN SACHS GROUP, 5.8% 1/24/22 | 0.2 % |
| APPLE INC. 2.4% 5/03/23 | 0.2 % |
| MORGAN STANLEY 7.3% 5/13/19 | 0.2 % |
| VERIZON COMMUNICATION 5.2% 9/15/23 | 0.2 % |
| TOTAL | 2.6 % |
|---|
| BANK OF AMERICA CORPORATION | 3.4% |
| JPMORGAN CHASE & CO. | 3.3% |
| MORGAN STANLEY | 2.9% |
| GOLDMAN SACHS GROUP, INC. | 2.4% |
| WELLS FARGO & COMPANY | 2.3% |
 |
UNITED STATES | 96.0 % |
 |
CANADA | 5.2 % |
 |
UNITED KINGDOM | 4.2 % |
 |
JAPAN | 3.7 % |
 |
BRITAIN | 1.8 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 4.6% | 4.6% | 1.8% | 2.3% | 2.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.51 | 91% |
| S&P500 | 0.17 | 49% |
| MSCI EAFE | 0.19 | 62% |
| MSCI Emg. Mkts. | 0.17 | 53% |
| Recent close | $78.44 |
| 30d moving avg. | $78.02 |
| Annualized volatility | 4.1% |
| Short interest (ETF) | 1.1% |
| Relative strength (RSI) | 55 |
| Avg. volume (thou.) | 3,558 |
| Avg. daily value traded (mns) | $279 |
| Turnover | 0.8% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| VCSH | 2.9 yrs | Category Avg.* |
4.6 yrs |
| VCSH | 2.8% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.29% | -12.2% | $68.89 |
| +200 bp | 6.29% | -7.3% | $72.72 |
| +150 bp | 5.79% | -5.2% | $74.39 |
| +100 bp | 5.29% | -3.2% | $75.91 |
| +75 bp | 5.04% | -2.3% | $76.60 |
| +50 bp | 4.79% | -1.5% | $77.25 |
| +25 bp | 4.54% | -0.7% | $77.87 |
| 0 bp | 4.29% | 0% | $78.44 |
| -25 bp | 4.04% | 0.7% | $78.97 |
| -50 bp | 3.79% | 1.3% | $79.46 |
| -75 bp | 3.54% | 1.9% | $79.92 |
| -100 bp | 3.29% | 2.4% | $80.33 |
| -150 bp | 2.79% | 3.3% | $81.02 |
| -200 bp | 2.29% | 4.0% | $81.56 |
| -300 bp | 1.29% | 4.7% | $82.15 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
429 | bp |
| Less: Annual "default factor" |
15 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 4.10 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.1% |
| Municipals | 3.3% |
| *Note: The Vanguard Short-Term Corporate Bond ETF is classified as a Corporate fund. | |